-88.6%
QS vs PRU
+36.1%
-124.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.8% | +6.4% |
| 7D | +5.4% | +2.4% | +3.0% | +3.4% |
| 30D | -5.3% | +6.1% | -11.4% | -9.8% |
| 3M | -22.6% | -0.7% | -21.9% | -22.2% |
| 6M | -46.2% | +22.1% | -68.2% | -55.0% |
| YTD | -58.9% | +9.8% | -68.7% | -62.6% |
| 1Y | -73.1% | +19.4% | -92.4% | -77.4% |
| 3Y | -27.2% | +50.4% | -77.6% | -54.4% |
| All | -88.6% | +36.1% | -124.8% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling